Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-12 0.436363 0.484961 0.539410 0.605483 0.684244 0.776098 0.892798
2025-10-19 0.372115 0.431552 0.502657 0.595576 0.716287 0.871551 1.093058
2025-10-26 0.333491 0.399113 0.481586 0.595815 0.755088 0.978151 1.332637
2025-11-02 0.297907 0.364569 0.451382 0.576928 0.761798 1.039120 1.522546
2025-11-09 0.266165 0.330965 0.417551 0.546840 0.745299 1.059597 1.651233
2025-11-16 0.247839 0.313157 0.402742 0.541009 0.762807 1.135587 1.902186
2025-11-23 0.240698 0.309700 0.407200 0.563610 0.828151 1.307031 2.414388
2025-11-30 0.228451 0.297796 0.397924 0.563210 0.854246 1.412923 2.838907
2025-12-07 0.215602 0.283944 0.384329 0.553901 0.862533 1.485226 3.221684
2025-12-14 0.203765 0.270706 0.370486 0.542437 0.864681 1.544867 3.608750
2025-12-21 0.193281 0.258787 0.357723 0.531338 0.865598 1.601951 4.031851
2025-12-28 0.190913 0.258908 0.363864 0.553733 0.936571 1.846275 5.367357
2026-01-04 0.190824 0.262935 0.377328 0.592490 1.053617 2.271005 8.318820
2026-01-11 0.182167 0.252930 0.366678 0.584770 1.066815 2.412335 10.165156
2026-01-18 0.175776 0.246136 0.360922 0.585833 1.100953 2.637723 13.405173
2026-01-25 0.166824 0.234698 0.346338 0.567759 1.085247 2.690480 15.445223
2026-02-01 0.156789 0.221029 0.327071 0.538509 1.037100 2.611011 15.884077
2026-02-08 0.151153 0.214316 0.319642 0.532870 1.048810 2.763563 20.216778
2026-02-15 0.150035 0.214974 0.325287 0.554995 1.138608 3.286208 37.381981
2026-02-22 0.145784 0.210147 0.320661 0.554617 1.166659 3.567672 57.658856
2026-03-01 0.140647 0.203579 0.312433 0.545521 1.167923 3.725257 81.805011
2026-03-08 0.135561 0.196885 0.303607 0.534314 1.161088 3.841381 115.504685
2026-03-15 0.130826 0.190610 0.295244 0.523459 1.153672 3.954842 171.302051